Catalyst Insider Correlations

INSCX Fund

USD 20.04 0.09 0.45%

The current 90-days correlation between Catalyst Insider Buying and Pace High Yield is 0.35 (i.e., Weak diversification). The correlation of Catalyst Insider is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak. If the correlation is 0, the equities are not correlated; they are entirely random.

Catalyst Insider Correlation With Market

Good diversification

The correlation between Catalyst Insider Buying and DJI is -0.04 (i.e., Good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Catalyst Insider Buying and DJI in the same portfolio, assuming nothing else is changed.

Check out Risk vs Return Analysis to better understand how to build diversified portfolios, which includes a position in Catalyst Insider Buying. Also, note that the market value of any mutual fund could be closely tied with the direction of predictive economic indicators such as signals in main economic indicators.

Moving together with Catalyst Mutual Fund

0.67	HIICX	Catalystsmh High Income	Pair Corr
0.63	HIIFX	Catalystsmh High Income	Pair Corr
0.65	HIIIX	Catalystsmh High Income	Pair Corr
1.0	INSAX	Catalyst Insider Buying	Pair Corr
1.0	INSIX	Catalyst Insider Buying	Pair Corr
0.82	ATRFX	Catalyst Intelligent	Pair Corr
0.81	ATRCX	Catalyst Intelligent	Pair Corr
0.82	ATRAX	Catalyst Intelligent	Pair Corr
0.77	SHIIX	Catalyst/exceed Defined	Pair Corr
0.77	SHIEX	Catalyst/exceed Defined	Pair Corr
0.77	SHINX	Catalyst/exceed Defined	Pair Corr
0.78	CLPCX	Catalyst Exceed Defined	Pair Corr
0.78	CLPAX	Catalyst Exceed Defined	Pair Corr
0.78	CLPFX	Catalyst Exceed Defined	Pair Corr
0.75	CLTIX	Catalyst/lyons Tactical	Pair Corr
0.76	CLTCX	Catalyst/lyons Tactical	Pair Corr
0.75	CLTAX	Catalyst/lyons Tactical	Pair Corr
0.76	CPECX	Catalyst Dynamic Alpha	Pair Corr
0.76	CPEAX	Catalyst Dynamic Alpha	Pair Corr
0.76	CPEIX	Catalyst Dynamic Alpha	Pair Corr

Moving against Catalyst Mutual Fund

0.66	CWXCX	Catalyst/warrington	Pair Corr
0.46	CWXAX	Catalyst/warrington	Pair Corr
0.58	EIXIX	Catalyst Enhanced Income	Pair Corr
0.57	EIXCX	Catalyst Enhanced Income	Pair Corr
0.57	EIXAX	Catalyst Enhanced Income	Pair Corr

Related Correlations Analysis

	PHDTX	SGYAX	MZHIX	ACHFX	WAYRX	CWFIX	HYSZX
PHDTX		0.8	0.86	0.95	0.97	0.96	0.87	PHDTX
SGYAX	0.8		0.96	0.84	0.83	0.75	0.96	SGYAX
MZHIX	0.86	0.96		0.86	0.86	0.82	0.94	MZHIX
ACHFX	0.95	0.84	0.86		0.98	0.92	0.88	ACHFX
WAYRX	0.97	0.83	0.86	0.98		0.94	0.89	WAYRX
CWFIX	0.96	0.75	0.82	0.92	0.94		0.84	CWFIX
HYSZX	0.87	0.96	0.94	0.88	0.89	0.84		HYSZX
	PHDTX	SGYAX	MZHIX	ACHFX	WAYRX	CWFIX	HYSZX

Click cells to compare fundamentals

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Risk-Adjusted Indicators

There is a big difference between Catalyst Mutual Fund performing well and Catalyst Insider Mutual Fund doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze Catalyst Insider's multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.

	Mean Deviation	Jensen Alpha	Sortino Ratio	Treynor Ratio	Expected Shortfall	Potential Upside	Value @Risk	Maximum Drawdown
PHDTX	0.11	0.02	0.11	(4.31)	(0.16)	0.23	(0.23)	0.79
SGYAX	0.16	0.03	0.11	0.25	(0.26)	0.56	(0.28)	1.57
MZHIX	0.13	0.02	0.09	0.20	(0.18)	0.25	(0.25)	0.89
ACHFX	0.17	0.02	0.09	(0.63)	(0.23)	0.58	(0.23)	1.28
WAYRX	0.16	0.02	0.07	(0.34)	(0.26)	0.58	(0.29)	1.02
CWFIX	0.08	0.02	0.14	(8.90)	(0.12)	0.11	(0.11)	0.53
HYSZX	0.13	0.03	0.12	0.27	(0.22)	0.48	(0.24)	1.08

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